Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47889.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46494.78 Kr¶

PnL: ---------------------------------------> -393.79 Kr¶

DD now: ---------------------------------> -1.522 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:35:34.309507'

Anic Portfolio¶

Today¶

Return: -0.196 %¶

This Week¶

Return: -0.048 %¶

Total¶

Return: 56.779 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.780000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.190000 631.890000 54.890000 9.510000 576.999999
AcadeMedia 12 0.300000 604.200000 47.200000 8.470000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.380000 3416.000000 39.000000 1.150000 3377.000000
HMS Networks 2 -1.170000 708.800000 35.800000 5.320000 673.000000
Resurs Holding 22 0.770000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.020000 389.000000 34.000000 9.580000 355.000000
Boozt 12 -0.360000 1682.400000 28.400000 1.720000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.590000 543.200000 16.200000 3.070000 527.000000
Securitas B 6 0.830000 584.760000 14.760000 2.590000 570.000000
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.370000 544.800000 12.800000 2.410000 532.000000
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.310000 538.330000 4.330000 0.810000 533.999999
Handelsbanken A 5 0.440000 548.400000 2.400000 0.440000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.160000 246.000000 0.000000 0.000000 246.000000
Nordea Bank Abp 29 0.270000 3453.320000 -0.680000 -0.020000 3453.999992
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.030000 557.400000 -16.600000 -2.890000 574.000000
Essity A 4 -1.410000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -0.990000 546.110000 -66.890000 -10.910000 612.999432
Axfood 13 -0.670000 3636.100000 -119.900000 -3.190000 3756.000001
Fasadgruppen Group 35 2.500000 3584.000000 -227.000000 -5.960000 3810.999990
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46494.780000 -393.790000 -1.52201% 46888.564618

Updated:¶

'2023-01-24 11:35:47.051858'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶